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Çetin, Umut
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Finance and stochastics
Working paper / National Bureau of Economic Research, Inc.
128
NBER working paper series
108
NBER Working Paper
79
SpringerLink / Bücher
63
Discussion paper / Centre for Economic Policy Research
46
The review of financial studies
39
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26
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26
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25
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1
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
2
Financial equilibrium with asymmetric information and random horizon
Çetin, Umut
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10011945630
Saved in:
3
Fragility of arbitrage and bubbles in local martingale diffusion models
Guasoni, Paolo
;
Rásonyi, Miklós
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 215-231
Persistent link: https://www.econbiz.de/10011417713
Saved in:
4
Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension
Strong, Winslow
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 487-514
Persistent link: https://www.econbiz.de/10010396056
Saved in:
5
Bubbles and crashes in a black-scholes model with delay
Appleby, John A. D.
;
Riedle, Markus
;
Swords, Catherine
- In:
Finance and stochastics
17
(
2013
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009682292
Saved in:
6
Hedging of a credit default swaption in the CIR default intensity model
Bielecki, Tomasz R.
;
Jeanblanc, Monique
;
Rutkowski, Marek
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 541-572
Persistent link: https://www.econbiz.de/10009303111
Saved in:
7
Option hedging for small investors under liquidity costs
Çetin, Umut
;
Soner, Halil Mete
;
Touzi, Nizar
- In:
Finance and stochastics
14
(
2010
)
3
,
pp. 317-341
Persistent link: https://www.econbiz.de/10010216487
Saved in:
8
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure
Bouchard, Bruno
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 276-297
Persistent link: https://www.econbiz.de/10003334925
Saved in:
9
Call completeness implies completeness in the n-period model of a financial market
Rogge, Lothar
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 298-301
Persistent link: https://www.econbiz.de/10003334926
Saved in:
10
Diversity and relative arbitrage in equity markets
Fernholz, Robert
;
Karatzas, Ioannis
;
Kardaras, Constantinos
- In:
Finance and stochastics
9
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10002497054
Saved in:
11
Liquidity risk and arbitrage pricing theory
Çetin, Umut
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 311-341
Persistent link: https://www.econbiz.de/10002130310
Saved in:
12
A valuation algorithm for indifference prices in incomplete markets
Musiela, Marek
;
Zariphopoulou-Souganidis, Thaleia
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10002130322
Saved in:
13
The financial value of a weak information on a financial market
Baudoin, Fabrice
;
Nguyen-Ngoc, Laurent
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 415-435
Persistent link: https://www.econbiz.de/10002130325
Saved in:
14
Indifference pricing of insurance contracts in a product space model
Møller, Thomas
- In:
Finance and stochastics
7
(
2003
)
2
,
pp. 197-217
Persistent link: https://www.econbiz.de/10001762744
Saved in:
15
No-arbitrage criteria for financial markets with efficient friction
Kabanov, Jurij M.
;
Rásonyi, Miklós
;
Stricker, Christophe
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 371-382
Persistent link: https://www.econbiz.de/10001680685
Saved in:
16
Complete markets with discontinuous security price
Dritschel, Michael
;
Protter, Philip
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 203-214
Persistent link: https://www.econbiz.de/10001367323
Saved in:
17
A short term interest rate model
Platen, Eckhard
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
Saved in:
18
Quantile hedging
Föllmer, Hans
;
Leukert, Peter
- In:
Finance and stochastics
3
(
1999
)
3
,
pp. 251-273
Persistent link: https://www.econbiz.de/10001389101
Saved in:
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